This is a "producer" market, meaning that you are dealing directly with farmers, not brokers. There is one broker/importer who has been there for a long time. (They are the ones with the bananas & avocados, which of course don't grow in Missouri, but it's nice to pick one up at times).
The farmers are passionate and knowledgeable about their produce, and the Market Director firmly but politely insists on quality. I like to pick up pork, ground beef, trout, eggs, cheese, honey and of course all the veggies of the season. Some vendors offer value-added products like chocolate or bread. There is always a band or musician, and lots of kids activities. Parking is a snap.
I always enjoy discovering new markets before they get really popular!